Euro Bund Future March 2014
| Trading Metrics calculated at close of trading on 20-Dec-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2013 |
20-Dec-2013 |
Change |
Change % |
Previous Week |
| Open |
140.15 |
139.81 |
-0.34 |
-0.2% |
140.47 |
| High |
140.21 |
139.96 |
-0.25 |
-0.2% |
140.59 |
| Low |
139.63 |
139.43 |
-0.20 |
-0.1% |
139.43 |
| Close |
139.80 |
139.92 |
0.12 |
0.1% |
139.92 |
| Range |
0.58 |
0.53 |
-0.05 |
-8.6% |
1.16 |
| ATR |
0.53 |
0.53 |
0.00 |
0.0% |
0.00 |
| Volume |
409,693 |
148,552 |
-261,141 |
-63.7% |
1,988,233 |
|
| Daily Pivots for day following 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
141.36 |
141.17 |
140.21 |
|
| R3 |
140.83 |
140.64 |
140.07 |
|
| R2 |
140.30 |
140.30 |
140.02 |
|
| R1 |
140.11 |
140.11 |
139.97 |
140.21 |
| PP |
139.77 |
139.77 |
139.77 |
139.82 |
| S1 |
139.58 |
139.58 |
139.87 |
139.68 |
| S2 |
139.24 |
139.24 |
139.82 |
|
| S3 |
138.71 |
139.05 |
139.77 |
|
| S4 |
138.18 |
138.52 |
139.63 |
|
|
| Weekly Pivots for week ending 20-Dec-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.46 |
142.85 |
140.56 |
|
| R3 |
142.30 |
141.69 |
140.24 |
|
| R2 |
141.14 |
141.14 |
140.13 |
|
| R1 |
140.53 |
140.53 |
140.03 |
140.26 |
| PP |
139.98 |
139.98 |
139.98 |
139.84 |
| S1 |
139.37 |
139.37 |
139.81 |
139.10 |
| S2 |
138.82 |
138.82 |
139.71 |
|
| S3 |
137.66 |
138.21 |
139.60 |
|
| S4 |
136.50 |
137.05 |
139.28 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
140.59 |
139.43 |
1.16 |
0.8% |
0.52 |
0.4% |
42% |
False |
True |
397,646 |
| 10 |
140.59 |
139.43 |
1.16 |
0.8% |
0.45 |
0.3% |
42% |
False |
True |
415,679 |
| 20 |
142.06 |
139.43 |
2.63 |
1.9% |
0.52 |
0.4% |
19% |
False |
True |
404,970 |
| 40 |
142.25 |
139.43 |
2.82 |
2.0% |
0.51 |
0.4% |
17% |
False |
True |
203,516 |
| 60 |
142.25 |
138.70 |
3.55 |
2.5% |
0.46 |
0.3% |
34% |
False |
False |
135,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
142.21 |
|
2.618 |
141.35 |
|
1.618 |
140.82 |
|
1.000 |
140.49 |
|
0.618 |
140.29 |
|
HIGH |
139.96 |
|
0.618 |
139.76 |
|
0.500 |
139.70 |
|
0.382 |
139.63 |
|
LOW |
139.43 |
|
0.618 |
139.10 |
|
1.000 |
138.90 |
|
1.618 |
138.57 |
|
2.618 |
138.04 |
|
4.250 |
137.18 |
|
|
| Fisher Pivots for day following 20-Dec-2013 |
| Pivot |
1 day |
3 day |
| R1 |
139.85 |
139.96 |
| PP |
139.77 |
139.95 |
| S1 |
139.70 |
139.93 |
|